A law of the iterated logarithm for an estimate of frequency
نویسندگان
چکیده
منابع مشابه
On the law of the iterated logarithm.
The law of the iterated logarithm provides a family of bounds all of the same order such that with probability one only finitely many partial sums of a sequence of independent and identically distributed random variables exceed some members of the family, while for others infinitely many do so. In the former case, the total number of such excesses has therefore a proper probability distribution...
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15 صفحه اولA Law of the Iterated Logarithm for General Lacunary Series
This was first proved for Bernoulli random variables by Khintchine. Salem and Zygmund [SZ2] considered the case when the Xk are replaced by functions ak cosnkx on [−π, π] and gave an upper bound ( ≤ 1) result; this was extended to the full upper and lower bound by Erdös and Gál [EG]. Takahashi [T1] extends the result of Salem and Zygmund: Consider a real measurable function f satisfying f(x + 1...
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Let X,X1, X2, . . . be a sequence of centered iid random variables. Let f(n) be a strongly additive arithmetic function such that ∑ p<n f2(p) p → ∞ and put An = ∑ p<n f(p) p . If EX2 < ∞ and f satisfies a Lindeberg-type condition, we prove the following law of the iterated logarithm: lim sup N→∞ ∑N n=1 f(n)Xn AN √ 2N log logN a.s. = ‖X‖2. We also prove the validity of the corresponding weighted...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 1986
ISSN: 0304-4149
DOI: 10.1016/0304-4149(86)90117-1